A model for a trading strategy is typically designed to predict the side of the trade (go long or go short), while predicting the side correctly is obviously important, it is also important to predict the size of the position. For example, when a model predicts to go long with a 51% probability, it makes intuitive sense to open a smaller position, than when the model predicts to go long with an 80% probability. The estimation of the size of the position is also called metalabeling. The primary model focuses on predicting the side, while the metalabeling model focuses on predicting the size. Stacking these two models can be helpful when trying to increase the performance of the trading strategy.